+132.4%
NOK vs ATI
+163.6%
-31.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.3% | +0.6% |
| 7D | +8.7% | -2.7% | +11.4% | +10.2% |
| 30D | +12.5% | -13.5% | +26.0% | +21.3% |
| 3M | -20.7% | +8.5% | -29.3% | -24.5% |
| 6M | +36.2% | +25.2% | +11.0% | +21.2% |
| YTD | +64.1% | +73.4% | -9.3% | +20.5% |
| 1Y | +132.4% | +160.5% | -28.1% | +44.8% |
| All | +132.4% | +163.6% | -31.3% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ATI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling